-35.6%
BA vs VXX
-99.0%
+63.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.3% | +7.0% | +1.6% |
| 7D | -0.8% | +2.0% | -2.8% | -0.2% |
| 30D | -9.0% | -7.1% | -1.9% | -10.7% |
| 3M | -5.0% | -28.6% | +23.6% | -12.9% |
| 6M | -1.7% | -44.0% | +42.3% | -14.3% |
| YTD | -3.1% | -31.7% | +28.7% | -9.8% |
| 1Y | -4.3% | -46.3% | +42.0% | -15.6% |
| 3Y | -0.3% | -78.3% | +78.0% | -20.2% |
| 5Y | +0.1% | -95.8% | +95.9% | -45.6% |
| All | -35.6% | -99.0% | +63.3% | -68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VXX.
Daily Out/Under-Performance
Portfolio return minus VXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VXX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling